Top "Quantitative-finance" questions

Quantitative finance is the discipline of using mathematical models in order to help make investment decisions.

Downloading Quotes in CSV format from Yahoo Finance - Beta symbol?

By using http://finance.yahoo.com/d/quotes.csv?s=STOCKNAME&f=I am able to download a CSV …

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Creating a snapshot of an order book from time series of orders using pandas?

I'm fairly new to python and pandas, and I'm wondering if anyone knows if there are any libraries for python …

python pandas quantitative-finance
Converting data frame into Time Series using R

I have a time series data of the format Time Ask Bid Trade Ask_Size Bid_Size Trade_Size 2016-11…

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Pandas DataFrame column assignment ValueError: Wrong number of items passed

I am having an issue with a script that was functioning prior to an upgrade of Anaconda (thus an upgrade …

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Converting html table to a pandas dataframe

I have been trying to import a html table from a website and to convert it into a pandas DataFrame. …

python pandas quantitative-finance
Calculate max draw down with a vectorized solution in python

Maximum Drawdown is a common risk metric used in quantitative finance to assess the largest negative return that has been …

python numpy pandas quantitative-finance
Google Finance API address has changed

Until yesterday the following URL (Google Finance API) https://www.google.com/finance/getprices?q=TSLA&x=NASDAQ&…

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Fast Implied Volatility Calculation in Python

I am looking for a library which i can use for faster way to calculate implied volatility in python. I …

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Adding Multiple Chart Series in Quantmod R

I am trying to plot two charts on one chartSeries in quantmod in R. I am having some difficulty doing …

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How to fetch the ETF's data into a Google Spreadsheet?

Following this post, where I had listed some of the interesting ETF1s I had found on some of the …

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